COMA 18 (Vietnam) Performance
| CIG Stock | 9,070 400.00 4.61% |
On a scale of 0 to 100, COMA 18 holds a performance score of 19. The firm shows a Beta (market volatility) of 0.59, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, COMA 18's returns are expected to increase less than the market. However, during the bear market, the loss of holding COMA 18 is expected to be smaller as well. Please check COMA 18's total risk alpha, expected short fall, market facilitation index, as well as the relationship between the value at risk and daily balance of power , to make a quick decision on whether COMA 18's price patterns will revert.
Risk-Adjusted Performance
19 of 100
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Solid
Compared to the overall equity markets, risk-adjusted returns on investments in COMA 18 JSC are ranked lower than 19 (%) of all global equities and portfolios over the last 90 days. In spite of very unfluctuating technical and fundamental indicators, COMA 18 displayed solid returns over the last few months and may actually be approaching a breakup point. ...more
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COMA 18 Relative Risk vs. Return Landscape
If you would invest 520,000 in COMA 18 JSC on September 2, 2024 and sell it today you would earn a total of 387,000 from holding COMA 18 JSC or generate 74.42% return on investment over 90 days. COMA 18 JSC is generating 0.9426% of daily returns assuming 3.7673% volatility of returns over the 90 days investment horizon. Simply put, 33% of all stocks have less volatile historical return distribution than COMA 18, and 82% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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COMA 18 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for COMA 18's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as COMA 18 JSC, and traders can use it to determine the average amount a COMA 18's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.2502
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Estimated Market Risk
| 3.77 actual daily | 33 67% of assets are more volatile |
Expected Return
| 0.94 actual daily | 18 82% of assets have higher returns |
Risk-Adjusted Return
| 0.25 actual daily | 19 81% of assets perform better |
Based on monthly moving average COMA 18 is performing at about 19% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of COMA 18 by adding it to a well-diversified portfolio.
Things to note about COMA 18 JSC performance evaluation
Checking the ongoing alerts about COMA 18 for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for COMA 18 JSC help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| COMA 18 JSC appears to be risky and price may revert if volatility continues |
- Analyzing COMA 18's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether COMA 18's stock is overvalued or undervalued compared to its peers.
- Examining COMA 18's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating COMA 18's management team can have a significant impact on its success or failure. Reviewing the track record and experience of COMA 18's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of COMA 18's stock. These opinions can provide insight into COMA 18's potential for growth and whether the stock is currently undervalued or overvalued.